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DWSH vs. YXI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DWSH vs. YXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Dorsey Wright Short ETF (DWSH) and ProShares Short FTSE China 50 (YXI). The values are adjusted to include any dividend payments, if applicable.

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DWSH vs. YXI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DWSH
AdvisorShares Dorsey Wright Short ETF
2.10%-2.57%5.98%-22.04%17.45%-25.74%-49.95%-25.27%22.28%
YXI
ProShares Short FTSE China 50
7.67%-22.87%-25.36%12.40%4.78%13.94%-17.95%-14.35%4.52%

Returns By Period

In the year-to-date period, DWSH achieves a 2.10% return, which is significantly lower than YXI's 7.67% return.


DWSH

1D
0.31%
1M
5.78%
YTD
2.10%
6M
3.06%
1Y
-6.76%
3Y*
-3.33%
5Y*
-2.29%
10Y*

YXI

1D
1.14%
1M
3.75%
YTD
7.67%
6M
15.61%
1Y
-2.11%
3Y*
-9.66%
5Y*
-2.70%
10Y*
-8.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DWSH vs. YXI - Expense Ratio Comparison

DWSH has a 3.67% expense ratio, which is higher than YXI's 0.95% expense ratio.


Return for Risk

DWSH vs. YXI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DWSH
DWSH Risk / Return Rank: 88
Overall Rank
DWSH Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DWSH Sortino Ratio Rank: 88
Sortino Ratio Rank
DWSH Omega Ratio Rank: 88
Omega Ratio Rank
DWSH Calmar Ratio Rank: 88
Calmar Ratio Rank
DWSH Martin Ratio Rank: 1010
Martin Ratio Rank

YXI
YXI Risk / Return Rank: 1010
Overall Rank
YXI Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
YXI Sortino Ratio Rank: 1010
Sortino Ratio Rank
YXI Omega Ratio Rank: 1010
Omega Ratio Rank
YXI Calmar Ratio Rank: 1111
Calmar Ratio Rank
YXI Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DWSH vs. YXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright Short ETF (DWSH) and ProShares Short FTSE China 50 (YXI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


DWSHYXIDifference

Sharpe ratio

Return per unit of total volatility

-0.24

-0.09

-0.16

Sortino ratio

Return per unit of downside risk

-0.15

0.04

-0.19

Omega ratio

Gain probability vs. loss probability

0.98

1.01

-0.03

Calmar ratio

Return relative to maximum drawdown

-0.24

-0.06

-0.18

Martin ratio

Return relative to average drawdown

-0.32

-0.08

-0.24

DWSH vs. YXI - Sharpe Ratio Comparison

The current DWSH Sharpe Ratio is -0.24, which is lower than the YXI Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of DWSH and YXI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DWSHYXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

-0.09

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

-0.09

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.43

-0.31

-0.12

Correlation

The correlation between DWSH and YXI is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DWSH vs. YXI - Dividend Comparison

DWSH's dividend yield for the trailing twelve months is around 6.18%, more than YXI's 2.85% yield.


TTM20252024202320222021202020192018
DWSH
AdvisorShares Dorsey Wright Short ETF
6.18%6.31%6.17%10.28%0.00%0.00%0.00%0.14%0.12%
YXI
ProShares Short FTSE China 50
2.85%3.60%4.35%2.66%0.27%0.00%0.08%1.01%0.25%

Drawdowns

DWSH vs. YXI - Drawdown Comparison

The maximum DWSH drawdown since its inception was -82.73%, roughly equal to the maximum YXI drawdown of -81.15%. Use the drawdown chart below to compare losses from any high point for DWSH and YXI.


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Drawdown Indicators


DWSHYXIDifference

Max Drawdown

Largest peak-to-trough decline

-82.73%

-81.15%

-1.58%

Max Drawdown (1Y)

Largest decline over 1 year

-29.23%

-29.83%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-32.87%

-57.65%

+24.78%

Max Drawdown (10Y)

Largest decline over 10 years

-66.81%

Current Drawdown

Current decline from peak

-81.02%

-78.02%

-3.00%

Average Drawdown

Average peak-to-trough decline

-63.21%

-54.05%

-9.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.82%

22.96%

-1.14%

Volatility

DWSH vs. YXI - Volatility Comparison

The current volatility for AdvisorShares Dorsey Wright Short ETF (DWSH) is 5.19%, while ProShares Short FTSE China 50 (YXI) has a volatility of 7.48%. This indicates that DWSH experiences smaller price fluctuations and is considered to be less risky than YXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DWSHYXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

7.48%

-2.29%

Volatility (6M)

Calculated over the trailing 6-month period

13.92%

14.80%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

27.77%

23.78%

+3.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.72%

31.35%

-5.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.42%

27.46%

+3.96%